+628.3%
TLN vs FHN
+146.3%
+482.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | -10.5% | +0.2% | -10.7% | -10.8% |
| 3M | +0.1% | -9.0% | +9.1% | +3.6% |
| 6M | -17.4% | -6.8% | -10.6% | -15.6% |
| YTD | -9.7% | -1.5% | -8.1% | -9.8% |
| 1Y | -12.3% | +10.9% | -23.2% | -16.4% |
| 3Y | +528.3% | +119.4% | +408.9% | +438.0% |
| All | +628.3% | +146.3% | +482.0% | +536.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling